+181.2%
DLR vs RRC
+73.1%
+108.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +3.3% | +6.4% | -3.1% | +2.9% |
| 30D | +4.6% | +23.9% | -19.3% | +3.1% |
| 3M | -8.3% | +30.2% | -38.5% | -9.9% |
| 6M | -5.6% | +26.3% | -31.9% | -7.2% |
| YTD | +18.7% | +48.1% | -29.4% | +15.4% |
| 1Y | +17.1% | +37.7% | -20.6% | +14.3% |
| 3Y | +54.4% | +60.3% | -5.9% | +48.9% |
| 5Y | +36.5% | +135.3% | -98.8% | +28.6% |
| All | +181.2% | +73.1% | +108.1% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling